Anic Equity¶

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Total return since start: 0.61 %¶

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Equity now: -----------------------------> 49190.64 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43260.45 Kr¶

PnL: ---------------------------------------> -1615.13 Kr¶

DD now: ---------------------------------> -7.398 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 14:24:10.697573'

Anic Portfolio¶

Today¶

Return: -0.058 %¶

This Week¶

Return: -3.075 %¶

Total portfolio value¶

Return including deposits: 61.038 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.110000 1515.100000 92.100000 6.470000 1423.000014
Hennes & Mauritz B 6 0.500000 921.480000 9.480000 1.040000 912.000000
Nederman Holding 1 0.970000 208.000000 9.000000 4.520000 199.000000
JM 7 2.480000 954.100000 4.100000 0.430000 950.000002
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
ASSA ABLOY B 4 -0.850000 980.400000 -12.600000 -1.270000 993.000000
Atrium Ljungberg B 5 -1.600000 889.000000 -15.000000 -1.660000 904.000000
BioGaia B 8 -1.510000 887.200000 -16.800000 -1.860000 904.000000
Biotage 1 -0.980000 131.700000 -17.300000 -11.610000 149.000000
OX2 12 -0.200000 889.200000 -19.800000 -2.180000 909.000000
Creaspac SPAC 40 -0.100000 3812.000000 -22.000000 -0.570000 3834.000000
Bufab 3 -1.080000 1047.000000 -29.000000 -2.700000 1076.000001
Investor B 3 -0.140000 627.900000 -30.100000 -4.570000 657.999999
Alimak Group 12 -0.610000 976.800000 -30.200000 -3.000000 1007.000004
AcadeMedia 20 -2.070000 946.000000 -32.000000 -3.270000 978.000000
INVISIO 15 -0.840000 3540.000000 -32.000000 -0.900000 3571.999995
Sandvik 4 -0.780000 815.600000 -32.400000 -3.820000 848.000000
Latour B 4 -0.920000 822.000000 -34.000000 -3.970000 856.000000
Vitrolife 3 -2.550000 641.400000 -35.600000 -5.260000 677.000001
Vitec Software Group B 2 -1.020000 1065.000000 -39.000000 -3.530000 1104.000000
Hoist Finance 36 -1.280000 968.400000 -42.600000 -4.210000 1010.999988
Hexatronic Group 15 -1.270000 1028.100000 -42.900000 -4.010000 1071.000000
SKF B 5 -0.790000 937.000000 -43.000000 -4.390000 980.000000
Sagax B 4 -1.730000 840.800000 -44.200000 -4.990000 885.000000
Addnode Group B 7 -1.440000 860.300000 -44.700000 -4.940000 904.999998
Gränges 10 -2.500000 993.500000 -45.500000 -4.380000 1039.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
EQT 4 -0.240000 825.600000 -47.400000 -5.430000 873.000000
Platzer Fastigheter Holding B 12 -0.660000 903.600000 -47.400000 -4.980000 951.000000
Byggmax Group 33 -1.620000 919.380000 -47.620000 -4.920000 966.999990
Catena 2 -1.050000 754.800000 -51.200000 -6.350000 806.000000
HEXPOL B 8 0.360000 890.400000 -66.600000 -6.960000 957.000000
Orrön Energy 170 -0.820000 1959.250000 -86.750000 -4.240000 2045.999980
Hexagon B 26 -1.210000 3298.100000 -121.900000 -3.560000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 1.310000 2594.700000 -388.880000 -13.030000 2983.577733
TOTAL 43260.450000 -1615.130000 -7.39775% 44875.578016

Updated:¶

'2023-06-22 14:24:27.429737'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶